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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri September 19, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030919 627.00 638.75 626.00 638.00 +11.00 37,374 139,902 +198
Jan04 030919 630.50 641.00 629.00 640.25 +10.00 6,457 27,933 +1,474
Mar04 030919 625.50 637.00 625.50 636.25 +10.50 2,355 22,988 +376
May04 030919 610.50 620.00 610.50 620.00 +7.50 5,843 35,053 +2,263
Jul04 030919 607.00 614.00 606.00 613.50 +6.50 2,224 8,086 +238
Aug04 030919 596.00 602.00 595.50 598.25 +6.25 103 807 +68
Sep04 030919 579.00 579.00 579.00 579.00 +6.00 0 134 +0
Total Volume and Open Interest 54,876 237,732 +4,852
Soybean Meal(CBOT)
Oct03 030919 187.60 191.00 186.80 190.70 +3.00 6,361 17,606 +197
Dec03 030919 186.30 190.50 185.80 189.90 +3.70 12,304 77,803 +1,106
Jan04 030919 186.00 190.50 186.00 190.30 +4.00 1,982 11,513 +228
Mar04 030919 185.30 189.50 185.30 189.40 +3.70 1,941 13,941 +204
May04 030919 182.50 186.60 182.30 186.50 +3.90 4,554 15,945 +869
Jul04 030919 181.70 185.50 181.50 185.50 +3.40 4,635 9,113 +826
Aug04 030919 177.80 181.50 177.80 181.50 +4.00 144 1,245 +11
Sep04 030919 172.50 176.00 172.00 175.70 +3.70 665 1,603 -286
Total Volume and Open Interest 33,675 152,538 +3,715
Soybean Oil(CBOT)
Oct03 030919 23.28 23.48 23.12 23.47 +0.21 5,264 22,071 -720
Dec03 030919 23.27 23.45 23.12 23.41 +0.14 23,578 69,945 +8,298
Jan04 030919 23.18 23.42 23.10 23.35 +0.13 2,060 12,382 +247
Mar04 030919 23.17 23.27 23.03 23.26 +0.09 1,700 15,620 +393
May04 030919 22.75 22.95 22.60 22.81 +0.10 2,084 17,561 +476
Jul04 030919 22.50 22.75 22.50 22.67 +0.17 1,578 8,861 +367
Aug04 030919 22.40 22.40 22.40 22.40 +0.15 84 1,030 +4
Sep04 030919 21.95 21.95 21.95 21.95 +0.20 1 740 +1
Total Volume and Open Interest 36,834 151,116 +9,208
Canola(WCE)
Sep03 030912 350.7 350.7 346.8 346.8 -2.8 121 3 -120
Nov03 030919 354.5 358.8 353.8 354.6 -2.0 5,588 33,877 +323
Jan04 030919 360.0 364.0 360.0 360.5 -1.9 1,124 4,667 +381
Mar04 030919 365.5 367.0 365.0 365.5 -2.0 42 572 -6
May04 030919 370.5 370.5 370.0 370.0 -2.5 10 24 +4
Total Volume and Open Interest 6,947 44,371 +791
Corn(CBOT)
Dec03 030919 223.25 227.00 222.50 226.00 +2.25 31,410 229,292 +579
Mar04 030919 231.00 234.75 230.00 233.75 +2.25 7,409 68,714 -214
May04 030919 235.50 239.25 234.75 238.25 +2.50 1,719 20,046 +325
Jul04 030919 239.50 242.50 238.50 242.25 +2.75 1,739 19,360 +621
Sep04 030919 238.25 240.00 237.50 239.00 +1.00 44 3,014 +12
Dec04 030919 237.50 240.50 237.50 239.00 +0.75 720 10,388 +164
Total Volume and Open Interest 43,042 351,707 +1,487
Wheat(CBOT)
Dec03 030919 340.00 348.00 338.25 347.25 +6.50 46,071 83,016 -4,064
Mar04 030919 350.50 358.50 348.00 357.50 +7.00 4,335 19,652 +143
May04 030919 344.50 351.50 344.00 351.25 +6.75 144 975 -35
Jul04 030919 325.50 332.00 325.00 331.75 +6.75 405 2,921 +44
Sep04 030919 335.00 335.00 335.00 335.00 +7.00 0 65 +0
Total Volume and Open Interest 50,955 106,704 -3,913
Wheat(KCBT)
Sep03 030919 332.00 332.00 332.00 332.00 +0.50      
Dec03 030919 337.00 345.00 336.00 344.50 +3.75 11,700 50,458 +107
Mar04 030919 348.50 353.00 345.00 352.75 +2.75 2,658 10,693 +847
May04 030919 342.00 346.00 341.00 345.00 +3.00 221 1,522 +179
Jul04 030919 327.00 333.00 327.00 332.25 +5.00 412 2,207 +225
Total Volume and Open Interest 14,991 64,937 +1,357
Wheat(MGE)
Sep03 030919 349.00 349.00 349.00 349.00 unch      
Dec03 030919 348.00 351.50 346.25 350.25 +2.75 5,765 20,974 +929
Mar04 030919 355.00 358.50 353.75 357.25 +2.50 2,467 6,389 +614
May04 030919 359.50 362.00 359.50 362.00 +2.50 72 521 +41
Jul04 030919 360.00 362.00 360.00 361.00 +1.00 126 221 +79
Total Volume and Open Interest 8,462 28,253 +1,654
Oats(CBOT)
Dec03 030919 138.00 140.50 136.00 140.25 +2.25 965 5,558 -182
Mar04 030919 145.00 147.00 142.50 147.00 +2.25 80 757 +35
May04 030919 149.50 149.50 149.50 149.50 +1.75 3 55 +0
Jul04 030919 152.00 152.00 152.00 152.00 unch 10 26 +9
Total Volume and Open Interest 1,058 6,398 -138
Rough Rice(CBOT)
Sep03 030919 7.30 7.30 7.25 7.25 -0.15 10 42 +4
Nov03 030919 7.48 7.49 7.43 7.45 -0.02 1,118 5,307 -103
Jan04 030919 7.63 7.63 7.60 7.62 -0.01 249 1,230 +1
Mar04 030919 7.75 7.78 7.74 7.78 -0.01 80 721 +15
Total Volume and Open Interest 1,457 8,190 -83
Live Cattle(CME)
Oct03 030919 85.600 85.950 85.100 85.500 -0.500 6,218 35,997 -759
Dec03 030919 82.600 82.900 82.000 82.575 -0.675 6,367 49,126 +1,399
Feb04 030919 80.825 80.900 80.200 80.350 -0.650 1,966 23,313 +63
Apr04 030919 77.900 77.900 77.200 77.325 -0.675 1,299 14,902 +192
Jun04 030919 71.800 71.850 71.300 71.350 -0.800 599 5,135 +320
Aug04 030919 70.750 70.750 70.150 70.150 -0.550 123 745 +112
Total Volume and Open Interest 16,605 129,505 +1,325
Feeder Cattle(CME)
Sep03 030919 100.850 101.350 100.700 101.200 +0.300 189 1,786 +13
Oct03 030919 97.000 97.200 96.550 96.750 -0.450 1,021 8,114 -110
Nov03 030919 94.925 95.025 94.200 94.525 -0.675 810 7,348 +87
Jan04 030919 88.600 88.700 87.700 88.150 -0.650 256 3,072 -13
Mar04 030919 85.950 86.050 85.500 85.600 -0.700 24 589 +6
Apr04 030919 85.000 85.250 84.500 84.550 -0.750 7 377 +2
May04 030919 84.750 84.750 84.400 84.700 -0.700 2 320 -1
Total Volume and Open Interest 2,309 21,679 -16
Lean Hogs(CME)
Oct03 030919 60.200 60.700 59.350 60.575 +0.275 4,035 16,389 -603
Dec03 030919 57.900 58.400 57.200 58.275 +0.350 4,935 25,104 +376
Feb04 030919 59.650 60.000 58.900 60.000 +0.150 1,651 6,414 +292
Apr04 030919 60.000 60.250 59.325 60.225 +0.050 420 2,176 +71
May04 030919 62.475 62.725 62.475 62.725 -0.175 43 426 +8
Jun04 030919 64.700 65.000 64.700 65.000 -0.075 45 1,031 +9
Jul04 030919 61.350 61.650 61.250 61.650 +0.175 52 383 +10
Aug04 030919 60.000 60.250 60.000 60.125 +0.925 6 152 -3
Total Volume and Open Interest 11,198 52,134 +160
Pork Bellies(CME)
Feb04 030919 88.000 88.100 86.350 87.900 +0.225 328 1,865 -30
Mar04 030919 87.000 87.000 87.000 87.000 -0.250 0 26 +0
May04 030919 88.500 88.500 88.500 88.500 +0.500 0 17 +0
Jul04 030919 91.400 91.400 91.400 91.400 unch 0 28 +0
Aug04 030916 87.000 87.000 87.000 87.000 unch      
Total Volume and Open Interest 287 1,993  
BFP Milk Class III(CME)
Sep03 030919 14.22 14.25 14.22 14.25 unch 8 5,954 +1
Oct03 030919 13.87 13.89 13.85 13.88 unch 172 5,467 +53
Nov03 030919 12.87 12.87 12.78 12.85 -0.02 119 4,174 +24
Dec03 030919 12.23 12.25 12.20 12.24 -0.05 43 3,362 +29
Jan04 030919 11.83 11.83 11.79 11.79 -0.04 47 1,282 -8
Total Volume and Open Interest 535 25,662 +133
Cocoa(NYBOT)
Dec03 030919 1480 1530 1478 1519 +41 4,845 26,445 -1,104
Mar04 030919 1468 1512 1468 1503 +41 722 18,556 +219
May04 030919 1511 1511 1511 1511 +42 464 7,798 +353
Jul04 030919 1511 1521 1511 1521 +41 11 4,549 +1
Sep04 030919 1528 1531 1525 1531 +41 5 5,405 -5
Dec04 030919 1541 1541 1541 1541 +41 100 6,312 +30
Mar05 030919 1555 1559 1555 1559 +43 120 2,891 -95
Total Volume and Open Interest 6,815 73,564 -393
Coffee "C"(NYBOT)
Sep03 030919 61.50 62.00 61.50 60.60 unch 5 12 -8
Dec03 030919 62.70 63.25 62.50 63.00 +0.40 10,295 49,666 -732
Mar04 030919 65.10 65.60 64.90 65.35 +0.40 1,670 10,773 +425
May04 030919 66.80 67.05 66.50 66.85 +0.40 100 3,666 -13
Jul04 030919 68.20 68.35 68.05 68.35 +0.40 75 2,142 +34
Sep04 030919 69.75 69.85 69.50 69.85 +0.40 79 3,582 +11
Total Volume and Open Interest 12,290 72,654 -291
Orange Juice(NYBOT)
Nov03 030919 74.00 74.95 73.75 73.90 -0.35 893 18,670 +60
Jan04 030919 76.40 76.70 76.05 76.05 -0.40 545 4,408 -73
Mar04 030919 79.00 79.10 78.60 78.60 -0.55 664 2,775 +176
May04 030919 81.00 81.00 80.60 80.60 -0.55 366 2,227 +187
Jul04 030919 82.35 82.35 82.35 82.35 -0.55 0 212 +0
Total Volume and Open Interest 2,468 28,318 +350
Sugar #11(NYBOT)
Oct03 030919 6.00 6.03 5.95 5.97 -0.03 13,537 42,953 -5,101
Mar04 030919 6.20 6.25 6.18 6.19 +0.01 14,278 89,881 +2,429
May04 030919 6.24 6.29 6.23 6.23 +0.01 1,493 20,472 +269
Jul04 030919 6.17 6.20 6.16 6.16 +0.01 1,726 19,278 -143
Oct04 030919 6.33 6.34 6.32 6.32 +0.02 729 16,345 +234
Total Volume and Open Interest 31,879 195,577 -2,291
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030919 955 979 948 967 +10 4,369 72,407 -913
Mar04 030919 980 1004 974 992 +9 2,221 30,966 -192
May04 030919 998 1019 991 1008 +8 1,476 20,329 +772
Jul04 030919 1012 1026 1011 1023 +8 147 13,612 -17
Sep04 030919 1020 1041 1018 1033 +9 105 9,557 +84
Dec04 030919 1032 1048 1032 1043 +8 153 7,057 -18
Total Volume and Open Interest 8,523 160,898 -266
London Coffee(LCE)
Sep03 030919 690.00 693.00 690.00 693.00 -3.00 42 106 -19
Nov03 030919 715.00 718.00 703.00 710.00 -2.00 4,175 42,303 -1,172
Jan04 030919 731.00 735.00 722.00 729.00 -1.00 1,986 23,449 +870
Mar04 030919 748.00 748.00 738.00 743.00 -1.00 276 11,598 +222
May04 030919 755.00 755.00 749.00 755.00 -1.00 52 9,848 +47
Jul04 030919 765.00 768.00 763.00 766.00 -1.00 22 3,150 +21
Total Volume and Open Interest 6,566 95,635 -34
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030919 184.30 185.80 184.00 184.50 +0.20 1,521 17,471 -476
Mar04 030919 187.50 189.10 187.00 187.50 unch 474 8,248 +241
May04 030919 190.00 190.00 189.00 189.00 unch 92 2,965 +22
Aug04 030919 191.00 191.20 190.70 191.00 +1.00 124 3,825 +99
Total Volume and Open Interest 2,236 35,518 -99
Cotton(NYBOT)
Oct03 030919 63.47 64.05 63.05 63.60 -0.27 235 1,382 -77
Dec03 030919 65.50 66.20 64.95 65.57 -0.27 10,424 61,876 +837
Mar04 030919 67.80 68.60 67.20 67.91 -0.21 2,003 16,542 +513
May04 030919 68.40 69.10 67.75 68.62 -0.14 322 3,490 +82
Jul04 030919 68.80 69.30 68.25 69.05 -0.15 168 2,769 +17
Oct04 030919 64.05 64.15 64.05 64.15 -0.90 23 174 +23
Total Volume and Open Interest 13,321 87,221 +1,489
Lumber(CME)
Nov03 030919 315.8 316.0 308.4 309.3 -5.8 427 2,568 -123
Jan04 030919 307.0 308.5 303.6 304.1 -0.8 163 643 +16
Mar04 030919 306.0 306.0 305.0 305.5 -0.5 18 86 +5
May04 030919 316.1 316.1 306.1 306.1 unch 3 22 +2
Total Volume and Open Interest 612 3,320 -99
Crude Oil(NYM)
Oct03 030919 27.20 27.27 26.65 27.03 -0.14 59,316 36,671 -14,540
Nov03 030919 27.20 27.38 26.72 27.07 -0.17 95,174 138,722 +9,888
Dec03 030919 26.95 27.05 26.50 26.82 -0.16 46,284 83,831 +906
Jan04 030919 26.65 26.80 26.30 26.67 -0.14 13,227 34,556 +1,009
Feb04 030919 26.65 26.65 26.28 26.53 -0.13 2,988 14,658 +227
Mar04 030919 26.50 26.50 26.30 26.39 -0.12 1,447 18,301 +181
Apr04 030919 26.40 26.40 26.25 26.25 -0.12 1,158 17,023 +286
May04 030919 26.12 26.12 26.12 26.12 -0.11 2,273 9,831 +435
Jun04 030919 26.10 26.10 25.80 25.99 -0.10 4,925 20,400 +1,256
Jul04 030919 25.88 25.88 25.88 25.88 -0.09 321 7,809 +199
Total Volume and Open Interest 236,009 508,020 +3,229
Heating Oil(NYM)
Oct03 030919 70.85 71.50 69.50 69.89 -0.85 20,054 30,675 -3,253
Nov03 030919 72.20 72.70 71.10 71.38 -0.86 11,096 32,930 +640
Dec03 030919 73.15 73.80 72.10 72.53 -0.86 6,968 28,708 +741
Jan04 030919 74.00 74.55 73.20 73.38 -0.86 2,760 16,822 -385
Feb04 030919 74.10 74.60 73.20 73.43 -0.81 2,791 13,674 -403
Mar04 030919 73.00 73.50 72.10 72.18 -0.76 1,148 13,287 -66
Apr04 030919 71.44 71.80 70.73 70.73 -0.71 628 5,072 +173
May04 030919 69.90 70.40 69.18 69.18 -0.71 236 2,546 +30
Jun04 030919 69.00 69.20 68.53 68.53 -0.71 739 4,465 +156
Jul04 030919 68.80 69.10 68.33 68.33 -0.71 197 1,834 +26
Total Volume and Open Interest 47,006 156,409 -2,186
Unleaded Gas(NYM)
Oct03 030919 79.25 80.20 77.90 78.70 -1.47 22,718 34,386 +539
Nov03 030919 74.50 75.50 73.55 74.31 -0.82 15,259 25,449 -1,655
Dec03 030919 73.00 73.85 72.20 72.81 -0.42 5,836 10,054 -246
Jan04 030919 72.50 72.90 72.30 72.81 -0.17 1,489 6,131 +509
Feb04 030919 73.70 73.70 73.41 73.41 -0.02 357 1,598 +113
Mar04 030919 74.00 74.65 74.00 74.36 +0.03 318 1,748 +65
Apr04 030919 81.60 81.60 81.16 81.16 +0.13 614 2,950 +139
May04 030919 81.31 81.31 81.31 81.31 +0.18 333 1,260 +278
Total Volume and Open Interest 46,985 84,255 -198
Natural Gas(NYM)
Oct03 030919 4.440 4.525 4.430 4.483 +0.012 45,249 46,996 +189
Nov03 030919 4.700 4.760 4.675 4.705 -0.019 23,899 46,969 +3,594
Dec03 030919 4.980 5.040 4.970 5.000 -0.011 10,493 32,932 +1,805
Jan04 030919 5.200 5.250 5.170 5.217 +0.003 6,838 27,336 +484
Feb04 030919 5.140 5.200 5.130 5.174 +0.005 4,475 22,576 +689
Mar04 030919 5.040 5.110 5.040 5.084 +0.008 4,078 19,701 -502
Apr04 030919 4.700 4.750 4.700 4.729 +0.028 2,357 18,446 -329
May04 030919 4.610 4.665 4.610 4.641 +0.028 680 12,836 -53
Total Volume and Open Interest 102,799 368,823 +6,776
Brent Crude Oil(IPE)
Nov03 030919 25.65 25.75 25.10 25.32 -0.27 44,766 87,440 -4,046
Dec03 030919 25.53 25.56 25.02 25.25 -0.21 25,029 72,620 -549
Jan04 030919 25.34 25.37 24.90 25.10 -0.17 11,269 25,383 +4,037
Feb04 030919 25.20 25.20 24.85 24.95 -0.16 3,465 10,698 +239
Mar04 030919 25.02 25.08 24.70 24.82 -0.14 2,298 7,781 +998
Apr04 030919 24.98 24.98 24.71 24.71 -0.12 222 5,247 +81
May04 030919 24.90 24.94 24.57 24.59 -0.14 50 4,422 +0
Jun04 030919 24.70 24.70 24.42 24.47 -0.16 4,460 15,592 +1,880
Total Volume and Open Interest 99,601 279,293 +4,425
Gas Oil(IPE)
Oct03 030919 215.50 216.50 210.00 211.25 -3.50 13,916 36,356 -899
Nov03 030919 217.00 218.50 212.75 213.25 -3.50 8,663 29,764 +129
Dec03 030919 219.00 219.50 214.00 214.75 -2.75 8,015 29,580 +871
Jan04 030919 219.50 219.75 215.50 215.75 -2.50 3,780 15,330 +1,362
Feb04 030919 218.75 219.25 215.00 215.00 -2.75 1,138 6,109 -80
Mar04 030919 216.50 216.50 213.00 213.00 -2.50 200 3,653 +86
Apr04 030919 214.00 214.00 210.75 210.75 -2.25 0 5,074 +0
May04 030919 212.25 212.25 208.50 208.50 -2.00 0 770 +0
Total Volume and Open Interest 37,728 145,848 +3,065
US Dollar Index(NYBOT)
Dec03 030919 96.28 96.30 95.13 95.34 -0.97 3,262 10,879 +28
Mar04 030919 95.90 95.90 95.80 95.80 -0.94 1 2,066 +1
Jun04 030919 96.25 96.25 96.25 96.25 -0.92 0 14 +0
Total Volume and Open Interest 3,263 12,959 +29
Australian Dollar(CME)
Dec03 030919 66.51 66.80 66.37 66.63 +0.57 1,347 36,724 +549
Mar04 030919 66.00 66.20 66.00 66.01 +0.57 2 418 +0
Jun04 030919 65.39 65.39 65.39 65.39 +0.57 0 12 +0
Total Volume and Open Interest 1,349 37,237 +549
British Pound(CME)
Dec03 030919 161.74 162.82 161.60 162.36 +1.94 5,667 29,707 +1,024
Mar04 030919 161.28 161.28 161.28 161.28 +1.94 0 256 +0
Jun04 030919 160.80 160.80 160.20 160.20 +1.94      
Total Volume and Open Interest 5,667 29,963 +1,024
Canadian Dollar(CME)
Dec03 030919 73.51 74.00 73.47 73.79 +0.64 10,934 58,061 +1,196
Mar04 030919 73.30 73.68 73.30 73.53 +0.64 10 2,638 +1
Jun04 030919 73.25 73.35 73.25 73.27 +0.64 4 999 +2
Sep04 030919 73.05 73.05 73.01 73.01 +0.64 22 597 +20
Total Volume and Open Interest 10,970 62,510 +1,219
Japanese Yen(CME)
Dec03 030919 87.29 88.29 87.20 87.69 +0.74 21,616 140,171 +10,710
Mar04 030919 87.52 88.37 87.52 87.94 +0.74 16 64 +8
Jun04 030919 88.21 88.21 88.21 88.21 +0.74 0 5 +0
Total Volume and Open Interest 21,632 140,290 +10,718
Swiss Franc(CME)
Dec03 030919 72.70 73.40 72.58 73.21 +0.92 4,995 41,968 +1,071
Mar04 030919 73.36 73.36 73.36 73.36 +0.92 3 193 +0
Jun04 030919 73.50 73.50 73.50 73.50 +0.92 0 109 +0
Total Volume and Open Interest 4,998 42,302 +1,071
EuroFX(CME)
Dec03 030919 112.86 113.58 112.60 113.28 +1.13 10,469 80,649 +1,523
Mar04 030919 112.40 113.17 112.40 113.01 +1.13 78 780 +13
Jun04 030919 112.76 112.76 112.76 112.76 +1.13 0 63 +0
Total Volume and Open Interest 10,547 81,575 +1,536
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030919 9090.0 9120.0 9070.0 9105.0 +35.0 4,380 30,301 -581
Total Volume and Open Interest 4,380 30,846 -581
30-Year T-Bonds(CBOT)
Sep03 030919 110~26 110~29 110~13 110~23 +0~18 10,402 5,940 -6,257
Dec03 030919 108~31 109~15 108~24 109~04 +0~15 303,359 399,284 +537
Mar04 030919 107~20 108~00 107~12 107~24 +0~15 2,567 12,422 +1,768
Total Volume and Open Interest 316,328 417,964 -3,952
Municipal Bonds(CBOT)
Sep03 030919 102~10 102~15 102~09 102~15 +0~15 76 279 -16
Dec03 030919 100~30 101~00 100~19 100~30 +0~14 216 1,624 +16
Total Volume and Open Interest 292 1,903 +0
10-Year T-Notes(CBOT)
Sep03 030919 114~200 114~200 114~000 114~080 +0~025 10,549 29,659 -3,304
Dec03 030919 112~200 112~260 112~065 112~175 +0~060 721,882 801,409 -9,049
Total Volume and Open Interest 733,191 835,705 -11,747
5-Year T-Notes(CBOT)
Sep03 030919 113~165 113~165 113~080 113~095 -0~030 5,723 39,020 +39,020
Dec03 030919 112~095 112~100 111~245 111~310 -0~025 270,230 0 +0
Mar04 030919 110~280 110~280 110~280 110~280 -0~025      
Total Volume and Open Interest 275,953 39,020 +39,020
2 Year T-Notes(CBOT)
Sep03 030919 107~116 107~124 107~106 107~113 -0~005 9,015 9,686 -3,555
Dec03 030919 107~046 107~046 107~022 107~032 -0~005 12,247 137,338 +2,318
Total Volume and Open Interest 21,262 147,024 -1,237
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030919 98.815 98.825 98.815 98.820 unch 73,435 749,083 +6,644
Mar04 030919 98.725 98.725 98.705 98.720 +0.005 117,243 680,683 +6,528
Jun04 030919 98.470 98.475 98.425 98.450 unch 180,534 581,634 -7,000
Sep04 030919 98.105 98.115 98.045 98.080 -0.005 199,631 556,553 -6,054
Dec04 030919 97.690 97.705 97.600 97.640 -0.020 118,672 523,295 +6,311
Mar05 030919 97.310 97.310 97.185 97.220 -0.030 64,141 299,779 +12,483
Jun05 030919 96.930 96.930 96.785 96.840 -0.020 53,675 226,163 +10,144
Sep05 030919 96.630 96.630 96.485 96.530 -0.025 50,089 176,241 +10,992
Dec05 030919 96.340 96.350 96.210 96.255 -0.015 26,367 141,120 -387
Mar06 030919 96.110 96.110 95.980 96.010 -0.010 16,709 133,230 +574
Jun06 030919 95.865 95.875 95.745 95.780 -0.005 17,963 123,815 +283
Sep06 030919 95.640 95.670 95.560 95.570 unch 22,309 100,735 +2,755
Total Volume and Open Interest 1,017,414 4,859,912 +53,966
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030919 99.88 99.88 99.88 99.88 unch 508 3,867 +422
Mar04 030919 99.84 99.84 99.84 99.84 unch 50 7,426 +175
Jun04 030919 99.82 99.82 99.82 99.82 unch 147 11,144 +925
Sep04 030919 99.77 99.77 99.76 99.76 -0.01 679 4,456 +270
Dec04 030919 99.68 99.68 99.68 99.68 unch 17 1,029 +17
Mar05 030919 99.51 99.51 99.51 99.51 +0.01 0 5,349 -50
Jun05 030919 99.41 99.41 99.41 99.41 +0.01 0 414 +0
Sep05 030919 99.26 99.26 99.26 99.26 unch 581 5,812 +551
Dec05 030919 99.16 99.16 99.16 99.16 unch 0 35 +0
Total Volume and Open Interest 1,982 40,574 +2,310
3-Mth Euro-Yen(SIMEX)
Dec03 030919 99.88 99.88 99.88 99.88 unch 496 39,593 -4,332
Mar04 030919 99.84 99.84 99.84 99.84 unch 2,931 65,843 +291
Jun04 030919 99.82 99.83 99.82 99.83 unch 2,745 58,157 +307
Sep04 030919 99.77 99.77 99.76 99.77 -0.01 280 27,320 -472
Dec04 030919 99.68 99.69 99.68 99.69 unch 797 24,479 +197
Mar05 030919 99.51 99.52 99.51 99.52 unch 180 14,888 +100
Jun05 030919 99.42 99.42 99.41 99.41 unch 0 9,076 +0
Sep05 030919 99.25 99.26 99.25 99.26 unch 200 8,695 +200
Total Volume and Open Interest 7,629 259,160 -3,709
German Euro-Bund(EUREX)
Dec03 030919 113.72 113.90 113.60 113.75 +0.19 1,014,253 809,133 +8,628
Mar04 030919 113.32 113.32 113.32 113.32 +0.21 2,494 223 +8
Jun04 030919 112.85 112.85 112.85 112.85 +0.19 335 0 +0
Total Volume and Open Interest 1,017,082 809,356 +8,636
German Euro-Bobl(EUREX)
Dec03 030919 110.86 110.98 110.78 110.95 +0.19 703,887 594,459 -7,685
Mar04 030919 110.50 110.50 110.50 110.50 +0.18 4,335 839 +0
Jun04 030919 110.40 110.40 110.40 110.40 +0.19 4,256 0 +0
Total Volume and Open Interest 712,478 595,298 -7,685
Long Gilt(LIFFE)
Sep03 030919 118~14 118~15 118~14 118~14 +0~04 750 8,828 +750
Dec03 030919 117~21 117~31 117~18 117~20 +0~04 42,141 133,261 +3,010
Total Volume and Open Interest 42,891 142,089 +3,760
3-Mth Short Sterling(LIFFE)
Dec03 030919 96.11 96.12 96.10 96.11 +0.01 55,352 0 +0
Mar04 030919 95.85 95.89 95.84 95.88 +0.03 56,503 0 +0
Jun04 030919 95.63 95.67 95.61 95.66 +0.03 42,864 0 +0
Total Volume and Open Interest 239,419    
3-Mth Euribor(LIFFE)
Dec03 030919 97.840 97.865 97.840 97.860 +0.010 75,210 601,318 -2,595
Mar04 030919 97.830 97.850 97.810 97.840 +0.015 115,706 496,137 +6,275
Jun04 030919 97.670 97.705 97.655 97.690 +0.025 118,712 367,982 +6,820
Total Volume and Open Interest 585,559 2,550,520 +31,157
3-Mth Aus T-Bills(SFE)
Dec03 030919 95.01 95.01 94.99 95.01 -0.01 26,383 224,846 +9,999
Mar04 030919 94.83 94.85 94.82 94.85 unch 9,778 75,683 +3,627
Jun04 030919 94.69 94.71 94.69 94.71 -0.01 5,409 38,062 +2,019
Sep04 030919 94.58 94.60 94.58 94.60 -0.02 3,406 23,973 +235
Dec04 030919 94.51 94.52 94.51 94.52 -0.02 786 15,783 +549
Mar05 030919 94.45 94.45 94.45 94.45 -0.02 870 17,171 +746
Jun05 030919 94.40 94.40 94.40 94.40 -0.02 960 9,001 +610
Sep05 030919 94.35 94.35 94.35 94.35 -0.02 0 2,581 +49
Dec05 030919 94.32 94.32 94.32 94.32 -0.02 200 1,627 +80
Mar06 030919 94.30 94.30 94.30 94.30 -0.01 0 735 +0
Total Volume and Open Interest 47,792 409,777 +17,914
10-Year Aus T-Bonds(SFE)
Dec03 030919 94.44 94.44 94.42 94.44 -0.01 1,913 124,796 -506
Mar04 030919 94.44 94.44 94.44 94.44 -0.01      
Total Volume and Open Interest 11,938 125,302 +3,626
3-Year Aus T-Bonds(SFE)
Dec03 030919 94.74 94.74 94.72 94.74 -0.02 37,685 249,035 -1,609
Mar04 030919 94.74 94.74 94.74 94.74 -0.02      
Total Volume and Open Interest 37,685 249,035 -1,609
Gold(CMX)
Oct03 030919 378.0 383.9 378.0 381.9 +5.2 1,954 12,873 -368
Dec03 030919 379.8 384.5 378.8 382.9 +5.2 39,766 198,856 -2,098
Feb04 030919 380.7 385.0 380.7 383.7 +5.2 1,514 17,995 +161
Apr04 030919 381.5 386.5 381.0 384.4 +5.2 752 7,382 -6
Jun04 030919 386.5 386.5 385.1 385.1 +5.2 853 11,614 -78
Aug04 030919 385.8 385.8 385.8 385.8 +5.2 554 5,563 +116
Total Volume and Open Interest 45,804 282,394 -2,402
Silver(CMX)
Sep03 030919 526.0 529.5 526.0 528.2 +2.7 136 840 -253
Dec03 030919 528.5 533.5 523.5 529.2 +2.7 20,594 98,327 -1,219
Mar04 030919 526.5 532.0 526.5 527.7 +2.7 938 8,180 +510
May04 030919 528.4 528.4 528.4 528.4 +2.7 50 1,056 +48
Jul04 030919 529.1 529.1 529.1 529.1 +2.7 78 2,081 -45
Total Volume and Open Interest 22,653 116,775 -475
Platinum(NYM)
Oct03 030919 697.0 699.0 696.2 696.3 -2.5 1,652 6,719 -864
Jan04 030919 683.0 689.0 683.0 686.8 -2.0 1,295 1,718 +637
Apr04 030919 676.8 676.8 676.8 676.8 -2.0 0 1 +0
Total Volume and Open Interest 2,947 8,438 -227
Palladium(NYME)
Sep03 030919 221.25 221.25 221.25 221.25 +6.25 0 140 +0
Dec03 030919 217.00 225.00 217.00 222.75 +6.25 130 5,134 -44
Mar04 030919 223.00 223.00 223.00 223.00 +6.25 12 30 +0
Total Volume and Open Interest 142 5,340 -44
Copper(CMX)
Sep03 030919 82.70 82.80 82.30 82.50 +0.20 345 1,529 -133
Dec03 030919 83.25 83.50 82.75 83.10 +0.20 6,237 70,837 +1,356
Mar04 030919 83.55 83.55 83.45 83.50 +0.20 109 5,258 +15
May04 030919 83.55 83.55 83.55 83.55 +0.20 0 2,772 +0
Jul04 030919 83.60 83.60 83.60 83.60 +0.20 0 2,145 +0
Total Volume and Open Interest 7,737 92,610 +613
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030919 9605 9649 9571 9601 -24 25,744 30,528 +5,328
Mar04 030919 9610 9610 9578 9578 -24 218 265 +66
Jun04 030919 9548 9548 9548 9548 -24      
Total Volume and Open Interest 39,505 52,984 +4,284
S & P 500(CME)
Dec03 030919 1038.30 1038.30 1029.50 1032.90 -4.40 75,956 564,246 +12,532
Mar04 030919 1037.50 1037.50 1029.00 1031.40 -4.40 233 11,536 -19
Jun04 030919 1030.40 1030.40 1030.40 1030.40 -4.40 17 287 +16
Sep04 030919 1030.10 1030.10 1030.10 1030.10 -4.40 0 127 +0
Total Volume and Open Interest 112,949 699,245 +2,217
S & P 500 E-Mini(Globex)
Dec03 030919 1037.50 1039.00 1029.50 1033.00 -4.25 707,985 370,026 +53,520
Mar04 030919 1031.50 1031.50 1031.50 1031.50        
NASDAQ 100(CME)
Dec03 030919 1402.50 1404.00 1384.50 1394.50 -6.50 21,679 65,442 +3,817
Mar04 030919 1397.50 1397.50 1397.50 1397.50 -6.00 0 58 +0
Jun04 030919 1400.00 1400.00 1400.00 1400.00        
NASDAQ 100 E-Mini(GLOBEX)
Dec03 030919 1401.0 1404.0 1384.5 1394.5 -6.5 333,382 142,935 +20,006
Mar04 030919 1397.5 1397.5 1397.5 1397.5        
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 030919 533.00 533.00 529.00 529.40 -2.10 577 12,839 +237
Mar04 030919 529.20 529.20 529.20 529.20 -2.10      
Jun04 030919 529.65 529.65 529.65 529.65 -2.10 0 1 +0
Total Volume and Open Interest 833 15,779 +133
Russell 2000(CME)
Dec03 030919 521.00 521.00 517.00 518.40 -1.10 1,867 21,901 +818
Mar04 030919 518.40 518.40 518.40 518.40 -1.10      
Jun04 030919 518.40 518.40 518.40 518.40 -1.10      
Total Volume and Open Interest 2,864 30,387 +372
Value Line(KCBT)
Sep03 030919 1394.35 1394.35 1394.35 1394.35 -0.65 14 2 -12
Total Volume and Open Interest 26 40 -13
Nikkei 225(CME)
Dec03 030919 10930 10950 10835 10885 -275 2,235 24,642 +794
Mar04 030919 10895 10895 10895 10895 -275 0 1 +0
Total Volume and Open Interest 2,235 24,643 +794
Nikkei 225(SIMEX)
Dec03 030919 11120 11170 10905 10945 -120 23,194 153,992 -238
Mar04 030919 10935 10935 10935 10935 -120 0 540 +0
Jun04 030919 10895 10895 10895 10895 -120      
Total Volume and Open Interest 23,194 154,532 -238
CAC 40(MATIF)
Sep03 030919 3386.0 3395.0 3376.0 3381.0 -38.5 134 3,904 +495
Oct03 030919 3385.5 3385.5 3385.5 3385.5 -39.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030919 3625.0 3632.0 3588.0 3601.0 -25.0 152,395 98,351 -25,146
Dec03 030919 3641.5 3651.5 3602.5 3609.0 -36.5 80,903 229,202 +28,385
Mar04 030919 3657.5 3669.5 3623.5 3628.0 -36.5 3,506 9,239 +457
Total Volume and Open Interest 236,804 336,792 +3,696
FT-SE 100(LIFFE)
Sep03 030919 4321.50 4325.50 4293.50 4295.50 -14.00 95,724 85,920 -34,626
Dec03 030919 4339.00 4341.50 4256.00 4259.00 -66.50 82,169 391,327 +34,865
Mar04 030919 4254.50 4254.50 4254.50 4254.50 -66.50 0 10,723 +0
Total Volume and Open Interest 177,893 492,615 +239
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030919 3245.0 3250.0 3228.0 3234.0 +4.0 13,034 150,943 +2,157
Mar04 030919 3254.0 3254.0 3240.0 3240.0 +3.0 488 2,990 +362
Total Volume and Open Interest 18,835 229,502 -91,419
GSCI(CME)
Oct03 030919 221.50 221.60 219.70 221.50 -0.50 78 11,505 -20
Nov03 030919 222.50 222.50 222.50 222.50 -0.50      
Dec03 030919 223.50 223.50 223.50 223.50 -0.50      
Total Volume and Open Interest 78 11,505 -20
Bridge CRB Index(NYBOT)
Nov03 030919 238.50 239.50 237.50 239.45 +2.35 192 504 -86
Jan04 030919 239.20 239.20 239.20 239.20 +2.35 0 333 +0
Feb04 030919 237.45 237.45 237.45 237.45 +2.35 2 153 +2
Total Volume and Open Interest 194 992 -84
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002-03 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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